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Stochastic process
Mathematical programming
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Vlerk, Maarten H. van der
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Albareda-Sambola, Maria
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Asset and liability management tools
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Fix-and-Relax-Coordination for a multi-period location-allocation problem under uncertainty
Albareda-Sambola, Maria
;
Alonso-Ayuso, Antonio
; …
- In:
Computers & operations research : and their …
40
(
2013
)
12
,
pp. 2878-2892
Persistent link: https://www.econbiz.de/10010210845
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2
The facility location problem with Bernoulli demands
Albareda-Sambola, Maria
;
Fernández, Elena
; …
- In:
Omega : the international journal of management science
39
(
2011
)
3
,
pp. 335-345
Persistent link: https://www.econbiz.de/10008798133
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3
Asset liability management modelling using multistage mixed-integer stochastic programming
Drijver, Sibrand J.
;
Klein Haneveld, Willem K.
;
Vlerk, …
- In:
Asset and liability management tools
,
(pp. 309-324)
.
2003
Persistent link: https://www.econbiz.de/10002169404
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4
An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
Postek, Krzysztof
;
Romeijnders, Ward
;
Hertog, Dirk den
; …
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 432-444
Persistent link: https://www.econbiz.de/10011990108
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5
Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
Romeijnders, Ward
;
Morton, David P.
;
Vlerk, Maarten H. …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10011691142
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